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Dealers vote against holding supermarket credit auction

Thursday, December 16, 2010

Isda’s credit derivatives determinations committee has voted against holding an auction to settle contracts referencing Great Atlantic and Pacific Tea Company. The US high yield bond and loan borrower, which filed for bankruptcy on 12 December, was not a constituent of any credit derivative index and is not a widely traded reference entity in credit default swaps. DTCC does not include the company in its ranking or the 1,000 most referenced entities.


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